I’ve been tweeting regularly over the past few years, usually around quant finance, coding and also a bit on burgers. Last December I decided to regularly start tweeting a quant link every day, for which I used the imaginative hashtag #QuantLinkADay (yes, that hashtag took a lot of thought…!), to flag interesting quant papers (generally…
Author: Saeed Amen
Foreign Exchange, General
The market & quant views in 2017
by Saeed Amen •
Quants spend a lot of time putting our long term views on what drive markets into trading models. It might takes weeks, it might take months, to build a trading strategy. Once deployed, the model takes market views. Quants then need to spend time to monitor to the model. Are the returns in line with our historical…
Data, Foreign Exchange
That’s more news to me
by Saeed Amen •
The field of alternative data is growing at a rapid rate. One of the most established forms of alternative data is that of machine readable news. The amount of news available is expanding very quickly. By making it machine readable, it is possible to digest much more news than would be possible for a human.…
General, Python
Should I learn new programming language Julia?
by Saeed Amen •
Throughout the years, I’ve learnt many programming languages, starting with BASIC and its variants over two decades ago. Since then, I’ve done projects in numerous other languages, including perhaps more unusual languages like Haskell and Prolog, and more common ones such as Java and C, when I was at university. Through my working career, I’ve dabbled…
Data
Mince pie data
by Saeed Amen •
The sun is slowly receding, the sky is darkening early each day, the leaves have fallen: signs that Christmas is drawing near. When I was younger there was something which puzzled me most of all about Christmas. That something was the humble mince pie. I could not quite understand where precisely the mince was, since it…
Python
How to learn Python?
by Saeed Amen •
Over the past few weeks, I’ve chatted to quite a few people who are starting to learn Python primarily to analyse financial markets and all of them were keen for a bit of guidance of where to start. Hence, I thought it would be useful to collect together a few thoughts on the subject in this blog…
Data, Foreign Exchange
Elections, markets and alternative data
by Saeed Amen •
I was in New York during election week. The timing had been more of a coincidence than anything else. The main reason I had gone to New York was to meet clients. I wanted to better understand how investors were thinking about alternative data and quant approaches to markets (and of course, to try out…
Foreign Exchange
Implications of a Trump Victory on FX Markets
by Saeed Amen •
Iain Clark (author of Foreign Exchange Derivatives Pricing: A practitioners guide – Wiley) and I, took a quant approach to analysing the US presidential election in the below short article, which was featured in the Sunday Telegraph. The big question is of course who’s going to win the US presidential election? That’s obviously a difficult question!…
Python
The right technology, not all of them
by Saeed Amen •
There are many things I don’t know. Even things I probably think that I know, I mostly likely don’t know as well as I think. Take for example, markets, you can sometimes think you’re close to mastering them. However, this is nearly always the point in time, when some market event happens proving that there’s always…
Python
What you don’t code is what counts
by Saeed Amen •
It can often be tempting to think that when programming, the most important element is the lines of code that you write. Poorly written code ends up being a nightmare to maintain. As a result, it ends up having a much higher longer term cost, if it ends up being used over many years. Thought needs…